Thats why I own a supercharged mustang. I can take my frustrations out on it and not void the warranty on my $50k X.
My service tech at Ford told me that the big problem with chips and stuff like that is that they don't inject enough diesel into the cylinder. He tells me if you install high flow injectors you eliminate 99% of problems with chips. Unfortunately high flow diesel injectors are very expensive.
I know when I supercharged my Mustang I had to upgrade the fuel injectors from 19#'s to 36#'s and install a high flow fuel pump.
As far as I know all the chip for diesels does is increase fuel pressure and maybe duration but you can only squirt so much fuel through a fixed opening, no matter how high the pressure.
The only mods I plan for my X are a BTM muffler and a DVD system for the kids.